On the inadmissibility of unbiased estimators

DOI10.1016/0167-7152(90)90028-6zbMath0693.62005OpenAlexW1992081102MaRDI QIDQ908610

James O. Berger

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90028-6

zbMATH Keywords

restricted parameter spacesunbiased estimatorsshrinkage estimatorsvariance components problems

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items

Single observation unbiased priors ⋮ On the admissibility of the maximum-likelihood estimator of the binomial variance ⋮ Lehmann-unbiased decision rules: Admissibility and invariance

Cites Work

• Estimation of normal means: Frequentist estimation of loss
• Estimation of the mean of a multivariate normal distribution
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